Where do downloaded playlist files go

[Newc]

Hi,

Apologies if this is a bit dim. New to Spotify and have downloaded a playlist in order to listen to it without Internet connection. It's just over 100 songs and was expecting it to take a little while and quite a bit of memory. However it downloaded very quick with no internal memory used and there isn't an sd card for it to go there either. I've turned of Internet connection and the playlist seems to play fine. Is this fine and where do the files get downloaded to??